The free will problem has mostly been considered as a metaphysical one and hence non-empirical. However, with the recent developments in the cognitive sciences, claims about this philosophical issue are increasingly being made based on empirical findings. This paper gives a brief overview of a few of such findings. First, there are studies relevant to the question of causal efficacy of consciousness and the awareness of the causes of our actions. The most famous, although arguably not the most important ones, are the experiments of Benjamin Libet. Then there is a growing interest in the research on the experience of acting voluntarily. Whether I consider an action to be my own probably depends on predictive and postdictive factors, which is illustrated by the cases in which the underlying cognitive mechanisms lead to errors. Finally, the philosophical implications of these studies are discussed with regard to two basic conceptions of free will: libertarian and compatibilist. I argue that there is a meaningful notion of free will in the framework of compatibilism, which can be perhaps challenged by the findings of psychology rather than neuroscience.